DZ Bank Call 68 HEI 21.03.2025
/ DE000DJ0S4S3
DZ Bank Call 68 HEI 21.03.2025/ DE000DJ0S4S3 /
| 2024-05-21 12:34:56 PM |
Chg.-0.010 |
Bid9:59:32 PM |
Ask2024-05-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.390EUR |
-0.29% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
68.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
DJ0S4S |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-05-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.22 |
| Parity: |
2.71 |
| Time value: |
0.73 |
| Break-even: |
102.40 |
| Moneyness: |
1.40 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
2.69% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
2.31 |
| Rho: |
0.35 |
Quote data
| Open: |
3.390 |
| High: |
3.430 |
| Low: |
3.370 |
| Previous Close: |
3.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+7.62% |
| 3 Months |
|
|
+38.93% |
| YTD |
|
|
+92.61% |
| 1 Year |
|
|
+152.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.600 |
3.110 |
| 6M High / 6M Low: |
3.600 |
1.510 |
| High (YTD): |
2024-05-10 |
3.600 |
| Low (YTD): |
2024-01-03 |
1.610 |
| 52W High: |
2024-05-10 |
3.600 |
| 52W Low: |
2023-10-20 |
0.870 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.464 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.872 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
68.84% |
| Volatility 6M: |
|
69.94% |
| Volatility 1Y: |
|
80.63% |
| Volatility 3Y: |
|
- |
